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Structural and topological phase transitions on the German Stock Exchange | | A. Sienkiewicz
; T. Gubiec
; R. Kutner
; Z.R. Struzik
; | | Date: |
11 Jan 2013 | | Abstract: | By numerical and empirical means a dynamic transition of a complex network
was found from a hierarchical scale-free Minimal Spanning Tree (MST),
representing the stock market before the recent worldwide financial crash, to a
superstar-like MST decorated by a scale-free hierarchy of trees representing
the market’s state for the period containing the crash. Subsequently, a
transition from this latter (perheps) an unstable state to hierarchical
scale-free MST decorated by several star-like trees is observed after the
worldwide financial crash. In the present work we applied the MST technique, as
a particularly useful canonical tool of a graph theory, to show the transitions
on the (German) Frankfurt Stock Exchange (FSE). Analogous results we obtained
earlier for the Warsaw Stock Exchange. Our results can serve as an empirical
foundation for the theory of dynamic structural and topological phase
transitions on financial markets. | | Source: | arXiv, 1301.2530 | | Services: | Forum | Review | PDF | Favorites | |
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